Open AccessEstimating the Value and Interest Rate Risk of Interest-Bearing Transactions Deposits
Author(s) -
James M. O’Brien
Publication year - 2000
Publication title -
finance and economics discussion series
Language(s) - English
Resource type - Journals
eISSN - 2767-3898
pISSN - 1936-2854
DOI - 10.17016/feds.2000.53
Subject(s) - interest rate , economics , valuation (finance) , econometrics , risk premium , interest rate risk , autoregressive model , interest rate derivative , monetary economics , finance
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